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You hold a portfolio with the following securities: Security Balance Beta Return Able Corp. 60,000 3.20 36.0% Baker Corp. 40,000 1.60 18.0% Cameron Corp. 20,000
You hold a portfolio with the following securities:
Security Balance Beta Return
Able Corp. 60,000 3.20 36.0%
Baker Corp. 40,000 1.60 18.0%
Cameron Corp. 20,000 0.80 7.0%
What is the portfolio beta?
1. | 2.05 | |
2. | 1.17 | |
3. | 2.27 | |
4. | 1.87 |
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